2002/02/15 by J. R. Sánchez, Juan R. Sanchez, Sanchez, Juan R.
Decision Sciences · Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Condensed Matter (cond-mat) #FOS: Physical sciences #Stock Market Forecasting Methods #cond-mat
paper · pdf · doi:10.48550/arxiv.cond-mat/0202270
9 pages, 4 figures, to appear in IJMPC
arxiv created 2002/02/15 · openalex publication_date 2002/02/15 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
A new model for stocks markets using integer values for each stock price is presented. In contrast with previously reported models, the variables used in the model are not of binary type, but of more general integer type. It is shown how the behavior of the noisy and fundamentalists traders can be taken into account simultaneously in the time evolution of each stock price. The simulated time series is analysed in different ways order to compare parameters with those of real markets.